+88.3%
DT vs RCAT
-67.7%
+156.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.3% | +9.8% | +1.7% |
| 7D | +2.7% | +15.6% | -12.8% | +2.2% |
| 30D | -30.4% | -24.1% | -6.2% | -29.9% |
| 3M | -9.4% | -61.9% | +52.5% | -6.9% |
| 6M | +14.5% | -64.3% | +78.8% | +17.4% |
| YTD | +3.6% | -50.4% | +54.0% | +4.6% |
| 1Y | -3.4% | -54.0% | +50.6% | -2.5% |
| 3Y | -11.1% | +347.2% | -358.3% | -18.2% |
| 5Y | -39.5% | +45.7% | -85.2% | -43.5% |
| All | +88.3% | -67.7% | +156.0% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling